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Trade: XRP/USDT/360/ZLMA/LINREG/1678

Strategy
XRP/USDT/360/ZLMA/LINREG/1678
Pair
XRP_USDT
Interval
6h
Score
406461
Daily Profit
0.191506
Profit Factor
1.967266
Profitability
44.531250
Streak
72.130082
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-10 12:07
Expiration Time
2025-11-24 08:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 952782.2568 831422.0994 121360.1574 11852699.2048 11823586.2521 29112.9527
Total P&L (%) 952.7823 831.4221 121.3602 11852.6992 11823.5863 29.113
Avg Daily Profit (%) 0.3811 0.3325 0.0485 0.1915 0.1914 0.0102
Buy And Hold Return (%) 711.9593 711.9593 711.9593 711.9593 711.9593 711.9593
Max Trade Drawdown -73017 -58091 -64056 -2788800 -2343026 -2100059
Profit Factor 2.6074 3.8185 1.4076 1.9673 2.8978 1.0048
Total Trades 128 64 64 128 64 64
Winning Trades 57 29 28 57 29 28
Losing Trades 71 35 36 71 35 36
Profitability (%) 44.5313 45.3125 43.75 44.5313 45.3125 43.75
Ratio Avg Win / Avg Loss 3.2479 4.6085 1.8098 2.4505 3.4973 1.2919
Largest Winning Trade 326175 326175 50152 6445680 6445680 1492494
Largest Losing Trade -57374 -21940 -57374 -1622611 -1405463 -1622611
Avg Bars in Trades 72 75 70 72 75 70
Avg Bars in Winners 106 112 99 106 112 99
Avg Bars in Losers 46 43 48 46 43 48
Bars Traded 9337 4810 4527 9337 4810 4527
Profit Streak 72.1301 81.6301 72.1301 72.1301 81.6301 72.1301
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -46396 -237794 -433343 406461 -126821 -701499

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1545523200000,
    "last_datapoint_time": 1757484000000,
    "evaluation_time": 1757495239080,
    "expiration_time": 1763964648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 61,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            952782.2567772113,
            831422.0993886718,
            121360.1573885396,
            11852699.204808066,
            11823586.252117427,
            29112.9526906413
        ],
        [
            952.782257,
            831.422099,
            121.360157,
            11852.699205,
            11823.586252,
            29.112953
        ],
        [
            0.381075,
            0.332536,
            0.048539,
            0.191506,
            0.191408,
            0.01022
        ],
        [
            711.95926,
            711.95926,
            711.95926,
            711.95926,
            711.95926,
            711.95926
        ],
        [
            -73017,
            -58091,
            -64056,
            -2788800,
            -2343026,
            -2100059
        ],
        [
            2.607442,
            3.818484,
            1.407601,
            1.967266,
            2.897776,
            1.004833
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            44.53125,
            45.3125,
            43.75,
            44.53125,
            45.3125,
            43.75
        ],
        [
            3.247866,
            4.608515,
            1.809772,
            2.450454,
            3.497316,
            1.291928
        ],
        [
            326175,
            326175,
            50152,
            6445680,
            6445680,
            1492494
        ],
        [
            -57374,
            -21940,
            -57374,
            -1622611,
            -1405463,
            -1622611
        ],
        [
            72,
            75,
            70,
            72,
            75,
            70
        ],
        [
            106,
            112,
            99,
            106,
            112,
            99
        ],
        [
            46,
            43,
            48,
            46,
            43,
            48
        ],
        [
            9337,
            4810,
            4527,
            9337,
            4810,
            4527
        ],
        [
            72.130082,
            81.630082,
            72.130082,
            72.130082,
            81.630082,
            72.130082
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -46396,
            -237794,
            -433343,
            406461,
            -126821,
            -701499
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1545523200000,
    "last_datapoint_time": 1757484000000,
    "evaluation_time": 1757495239080,
    "expiration_time": 1763964648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 61,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)